[Discussion] How to manage Conda environments

Currently, there are three places where Conda environments are specified:
* Environment files in https://github.com/dmlc/xgboost-devops/tree/main/containers/conda_env. Environments are built as part of the container build and get cached as part of the CI container.
* Dockerfiles, e.g. https://github.com/dmlc/xgboost-devops/blob/6a0c47d7bcd67040e64b7a12f2c9d90d7e2b939a/containers/dockerfile/Dockerfile.gpu#L32-L40 Environments are built as part of the container build and get cached as part of the CI container.
* Environment files in https://github.com/dmlc/xgboost/tree/master/ops/conda_env. Environments are re-built in every CI run.

So changing a test dependency involves changing code in three places. It would be great if we can gather Conda env specs in a single place.

cc @trivialfis